+74.5%
UBER vs ADM
+155.3%
-80.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -4.5% | +3.0% | -7.5% | -5.4% |
| 30D | -7.6% | +8.7% | -16.3% | -10.3% |
| 3M | +5.8% | +7.6% | -1.8% | +2.7% |
| 6M | +0.3% | +26.9% | -26.6% | -8.7% |
| YTD | -11.2% | +54.3% | -65.5% | -25.1% |
| 1Y | -23.0% | +45.7% | -68.6% | -33.9% |
| 3Y | +53.6% | +21.9% | +31.7% | +37.7% |
| 5Y | +81.9% | +67.2% | +14.7% | +26.4% |
| All | +74.5% | +155.3% | -80.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling